Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 2 2 4 303 3 7 16 1,477
A complementary test for ADF test with an application to the exchange rates returns 0 1 1 226 1 3 13 1,244
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 0 31 1 1 3 98
An overview on various ways of bootstrap methods 0 0 0 0 1 1 2 2
Are Asian Real Exchange Rates Stationary? 0 0 3 408 0 0 11 1,010
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 0 0 5 576
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 0 4 900 1 4 40 2,530
Calendar anomalies in the Malaysian stock market 0 3 8 345 2 8 28 1,062
Day-of-the-week effects in selected East Asian stock markets 0 1 7 188 1 3 14 543
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 3 58 1 1 15 158
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 2 8 93 1 5 27 292
Early warning indicator of economic vulnerability 1 4 17 116 3 8 33 190
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 0 1 5 329
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 0 0 4 724
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 1 8 47 2,216 5 24 124 7,413
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 3 277 1 3 17 1,203
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 2 304 1 3 7 1,602
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 2 5 1,661 0 5 15 4,356
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 0 2 11 1,202 2 10 37 3,267
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 1 9 46 3,017 8 34 149 10,758
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 3 98 0 0 9 215
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 1 1 1 420 2 2 8 1,344
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 5 13 47 207 31 75 293 1,019
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 2 97 4 6 22 541
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 1 9 476 2 5 31 1,498
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 184 1 1 4 891
Income convergence: fresh evidence from the Nordic countries 0 0 2 47 2 3 8 145
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 1 90 3 4 10 265
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 1 574 0 0 2 2,153
Is Money Neutral In Stock Market? The Case of Malaysia 1 3 11 74 2 7 24 200
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 2 4 77 1 4 12 208
Linearity and stationarity of G7 government bond returns 0 0 0 15 2 2 10 82
Linearity and stationarity of South Asian real exchange rates 0 1 2 98 1 4 12 268
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 2 10 84 0 4 18 230
Macroeconomic Determinants of Direct Investment Abroad of Singapore 2 9 15 35 5 19 92 187
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 4 19 202 2 7 38 520
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 1 6 127 0 2 12 312
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 1 2 203 1 5 12 496
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 2 3 484 3 6 11 1,093
On Autoregressive Order Selection Criteria 0 1 2 598 0 2 6 1,654
On Singaporean Dollar and Purchasing Power Parity 0 0 0 95 1 1 3 544
On Singaporean Dollar and Purchasing Power Parity 0 0 2 238 1 2 10 1,544
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 6 168 5 14 70 1,668
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 2 270 1 3 18 1,862
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 2 5 57 0 3 10 194
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 3 12 0 3 10 54
Real interest rate parity: evidence from East Asian economies relative to China 1 2 5 184 2 5 16 590
Real interest rates equalization: The case of Malaysia and Singapore 0 0 0 205 5 7 24 1,025
Revisiting the Performance of MACD and RSI Oscillators 0 5 13 30 0 8 33 79
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 3 14 111 0 16 56 403
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 11 20 106 2 15 51 323
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 1 8 712
Testing nonlinear convergence in Malaysia,1965-2003 0 0 0 62 2 3 7 165
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 2 6 406 0 3 21 1,427
The Predictability of ASEAN-5 Exchange Rates 0 0 2 362 1 2 13 1,031
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 2 299 0 0 2 775
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 2 169 1 2 11 687
Time series modelling and forecasting of Sarawak black pepper price 0 2 6 163 2 10 41 817
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 3 7 229
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 3 9 1,595 4 16 63 7,498
Total Working Papers 19 108 407 20,742 122 396 1,673 73,782


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 5 10 73 1 8 20 220
Applied International Business Conference 2008 0 0 0 0 0 1 4 15
Are Asian real exchange rates stationary? 0 2 4 128 0 5 16 410
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 2 15 79 0 5 39 196
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 1 7 283
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 1 29 0 2 7 85
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 1 2 24 0 3 19 161
Day-of-the-week effects in Selected East Asian stock markets 0 3 6 19 2 6 19 73
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 2 6 6 0 10 26 26
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 1 2 2 2 7 15 15
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 1 2 33 1 3 7 75
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 2 6 18 61
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 1 7 0 1 7 32
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 1 2 8 2 5 16 60
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 0 220 4 7 15 710
Impact of foreign direct investment volatility on economic growth of asean-5 countries 3 10 53 335 11 30 133 813
Income Divergence? Evidence of Non-linearity in the East Asian Economies 1 1 1 7 1 2 6 38
Income convergence: fresh evidence from the Nordic countries 0 0 0 15 1 3 6 70
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 0 5 19 547
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 1 2 7 17
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 4 81 3 4 16 299
Is money neutral in stock market? The case of Malaysia 1 1 14 93 4 8 44 292
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 3 8 69 0 7 16 153
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 1 40 0 2 11 154
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 3 5 110
Linearity and stationarity of G7 government bond returns 0 0 1 41 1 2 8 135
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 1 1 24 0 2 4 93
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 1 3 35 668
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 3 6 62 1 4 11 144
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 3 10 247
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 1 20 0 2 8 86
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 1 1 8 0 2 10 45
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 6 15 337
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 86 1 5 12 307
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 1 3 7 44 4 8 19 123
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 1 31 0 4 7 148
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 3 9 329
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 2 33 0 2 6 117
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 2 8 108 1 4 22 273
Revisiting the Performance of MACD and RSI Oscillators 0 2 16 55 2 12 52 182
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 2 4 5 12
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 0 0 5 207
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 2 4 10 21 4 8 23 59
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 2 2 135 2 6 10 600
Time series test of nonlinear convergence and transitional dynamics 0 0 0 57 0 2 12 173
Which Lag Length Selection Criteria Should We Employ? 19 60 209 500 67 241 857 2,190
Total Journal Articles 28 113 397 2,559 121 459 1,638 11,390


Statistics updated 2016-08-02